Anic Equity¶

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Total return since start: 0.554 %¶

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Equity now: -----------------------------> 47469.79 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46074.88 Kr¶

PnL: ---------------------------------------> -813.69 Kr¶

DD now: ---------------------------------> -2.386 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-19 09:11:46.506166'

Anic Portfolio¶

Today¶

Return: -0.911 %¶

This Week¶

Return: -0.134 %¶

Total¶

Return: 55.404 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -1.490000 3099.200000 128.200000 4.320000 2971.000006
FM Mattsson Mora Group B 50 0.000000 3005.000000 78.000000 2.660000 2927.000000
Corem Property Group B 59 -0.740000 633.070000 56.070000 9.720000 576.999999
HEBA B 70 -4.360000 2688.000000 52.000000 1.970000 2636.000010
Samhällsbyggnadsbo. i Norden B 20 -5.190000 401.600000 46.600000 13.130000 355.000000
Boozt 12 -1.530000 1696.800000 42.800000 2.590000 1653.999996
Norva24 Group 16 0.670000 576.000000 33.000000 6.080000 543.000000
HMS Networks 2 -0.730000 706.000000 33.000000 4.900000 673.000000
OEM International B 7 -0.500000 558.600000 30.600000 5.800000 527.999997
MedCap 2 -0.450000 444.000000 23.000000 5.460000 421.000000
Intrum 4 -0.800000 548.400000 21.400000 4.060000 527.000000
Coor Service Management Hold. 8 -0.440000 549.200000 17.200000 3.230000 532.000000
Eastnine 4 -0.310000 506.400000 15.400000 3.140000 491.000000
SAAB B 8 -0.450000 3386.400000 9.400000 0.280000 3377.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 569.100000 7.100000 1.260000 562.000005
Samhällsbyggnadsbo. i Norden D 12 -1.960000 251.760000 5.760000 2.340000 246.000000
AcadeMedia 12 -1.140000 562.560000 5.560000 1.000000 557.000004
Swedbank A 3 0.160000 568.050000 4.050000 0.720000 564.000000
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Securitas B 6 -0.560000 571.080000 1.080000 0.190000 570.000000
Resurs Holding 22 -0.950000 573.760000 -0.240000 -0.040000 573.999998
Essity B 2 0.490000 573.000000 -1.000000 -0.170000 574.000000
Handelsbanken A 5 0.370000 543.000000 -3.000000 -0.550000 546.000000
Essity A 4 0.000000 1144.000000 -5.000000 -0.440000 1149.000000
Karnov Group 9 -0.170000 527.400000 -8.600000 -1.600000 536.000004
CTEK 13 -1.900000 523.510000 -10.490000 -1.960000 533.999999
Midsona B 63 -1.750000 564.480000 -18.520000 -3.180000 582.999984
Nordea Bank Abp 29 -0.250000 3430.700000 -23.300000 -0.670000 3453.999992
Vivesto 1368 0.000000 569.910000 -43.090000 -7.030000 612.999432
International Petroleum Corp. 5 -1.870000 550.000000 -44.570000 -7.500000 594.565215
Sampo Oyj SDB 7 0.090000 3741.500000 -108.500000 -2.820000 3850.000000
OX2 18 -1.180000 1509.300000 -154.700000 -9.300000 1663.999992
Axfood 13 -0.900000 3595.800000 -160.200000 -4.270000 3756.000001
Fasadgruppen Group 35 0.000000 3447.500000 -363.500000 -9.540000 3810.999990
Ovzon 52 -3.480000 2880.800000 -481.200000 -14.310000 3361.999992
TOTAL 46074.880000 -813.690000 -2.38557% 46888.564618

Updated:¶

'2023-01-19 09:11:58.978224'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶